52 citations · 70 across the 3 of their papers we have counts for
4 papers
The spatial sign covariance matrix and its application for robust correlation estimation
Alexander Dürre, Roland Fried, Daniel Vogel
We summarize properties of the spatial sign covariance matrix and especially look at the relationship between its eigenvalues and those of the shape matrix of an elliptical distrib…
Elliptical graphical modelling
Daniel Vogel, Roland Fried
We propose elliptical graphical models based on conditional uncorrelatedness as a general- ization of Gaussian graphical models by letting the population distribution be elliptical…
Estimation of the variance of partial sums of dependent processes
Herold Dehling, Roland Fried, Olimjon Sh. Sharipov +2
We study subsampling estimators for the limit variance \[ σ^2=Var(X_1)+2 \sum_{k=2}^\infty Cov(X_1,X_k) \] of partial sums of a stationary stochastic process . We…
Change-Point Detection under Dependence Based on Two-Sample U-Statistics
Herold Dehling, Roland Fried, Isabel García +1
We study the detection of change-points in time series. The classical CUSUM statistic for detection of jumps in the mean is known to be sensitive to outliers. We thus propose a rob…